Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities.

This paper deals with market models where there is no compatible positive state price density.

Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005780754